FRactal DAX 30 tick

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03/03/2018 at 4:02 PM #64293 quote

GraHal
Participant

Master

Thank you Aloysius, might you be able to optimise over 200,000 bars and post on here the equity curve, results and variable settings please?

There is only about 4 variables to optimise if I recall correctly?

Many Thanks in Anticipation
GraHal
PS Anybody else with 200,000 bars feel free to optimise and help us (and yourself!) please 😉

03/03/2018 at 7:55 PM #64310 quote

Eric
Participant

Master

Aloysius wrote:

Sorry to be as always the bad news messenger with my 200,000 bars backtests but it seems that there is an over-optimisation in the tested period…

I think it could be profitable as long as we have the high volatility markets we have had since the end of january

if the markets starts to calm down it could be the time to stop the system?

if looking at especially DOW its a total change in market comparing end of 2017 to the start of 2018 and i think it will continue (but dont listen to me i am a bear;)

03/04/2018 at 10:23 AM #64343 quote

JR1976
Participant

Veteran

Should be intetest to add some indicator for test the volatility ?

There is something available in the platform ?

About the little optimization

Could be interest to optimize the ‘cp’ for 2017 period and play and check the correct value for this period

Anyone has this possibility ?

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03/04/2018 at 3:14 PM #64361 quote

Aloysius
Participant

Veteran

I’ve tried to optimize for 200,000 bars but changes are minor and the results are still not interesting for the first period. Here are the results with CP=32, TP = 35 and SL = 60.

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Capture3.jpg

03/04/2018 at 3:26 PM #64364 quote

Eric
Participant

Master

maybe stop and TP should be based on ATR or something when volatility changes this much over time?

03/04/2018 at 9:16 PM #64371 quote
JR1976
Participant

Veteran
ATR could be a solution to follow the volatility change …I ‘ll try to envelope a code with atr

FOllow the code 1 min time frame ..the backtest is from december 2017

the target profit is low ,… I don’t know if with more backtest bar 200k is better than before
```
DEFPARAM CumulateOrders = false
defparam flatafter = 210000
defparam flatbefore = 090000
///BILL WILLIAM FRACTAL INDICATOR
//CP=PERIOD
CP=42
if close[cp] >= highest[2*cp+1](close) then
LH = 1
else
LH=0
endif
if close[cp] <= lowest[2*cp+1](close)  then
LL= -1
else
LL=0
endif
if LH=1 then
HIL = close[cp]
endif
if LL  = -1 then
LOL=close[cp]
endif
// RETURN, HIL COLOURED(0,200,0) AS "BREAKOUT LEVEL LONG",HIL COLOURED(200,0,0) AS "BREAKOUT LEVEL SHORT"


Positionsize=1


if (time >=083000 and time < 110000) then
C1 = (close CROSSES OVER HIL)
D1 = (close CROSSES UNDER LOL)
IF c1  and not shortonmarket THEN
BUY positionsize CONTRACT AT market
tp=10
//tp=tp
ENDIF

IF D1   and not longonmarket THEN
SELLSHORT positionsize CONTRACT AT market
tp=10
//tp=tp

ENDIF
ENDIF

set stop ploss 96

set target pprofit tp
```
GraHal and Jeroen1234 thanked this post

ZIG-1-min.png
03/05/2018 at 2:23 PM #64447 quote

GraHal
Participant

Master

Re code in post above … might we we need more conditions on the range and body of the bars that trigger trades?

See attached … red squiggle surrounds the 3 bars that triggered the SellShort but then this was followed by (in my opinion) a much more meaningful Fractal (due to bigger range and bodies) for a Long entry?

I have not read the code just looked at the Trade so if I am wrong then apologies.

I was Live in the Trade, but took a a view on market structure and managed after a upper 20’s point loss to exit at breakeven! Phew! 🙂

Cheers
GraHal

JR-7.jpg

03/06/2018 at 7:26 AM #64535 quote

ALE
Moderator

Master

Very good result!

03/06/2018 at 7:29 AM #64536 quote

ALE
Moderator

Master

Someone have already test in demo to confirm probacktest result?

thanks

Ale

03/06/2018 at 11:28 AM #64568 quote

JR1976
Participant

Veteran

Yesterday in demo account , goodresult

Today no trade

GraHal thanked this post

Fractal-1-min.png

03/06/2018 at 11:31 AM #64570 quote

JR1976
Participant

Veteran

enclosed the equity of demo account

GraHal thanked this post

equity-Fractal-1-min.png

03/06/2018 at 1:20 PM #64578 quote

GraHal
Participant

Master

To me that equity curve suggests the strategy is not getting in at the correct point in the price curve due to the drops after entry?

The final profit is more that the market swings have been kind after entry and resulted in a profit?

Maybe it’s just a few entry points, which is inevitable? It is good overall profit and good gain to loss etc.

Daft thing is I spent some time on it last night adding logical improvements (as I thought!) but it made it worse! 🙁

Cheers
GraHal

03/08/2018 at 10:07 AM #64748 quote

Sonia
Participant

Average

Hello Gertrade,

I tried your strategy williams fractal 28s Dax and I have this message: Votre Probacktest dépasse la limite d’occurences pour l’optimisation Walk Forward ….. Passez à la version premium.

I tried with your differents strategies but I have the same message every time? I absolutely need the premium version to use your strategies?

Thank you

Sonia

03/08/2018 at 10:11 AM #64749 quote

GraHal
Participant

Master

Hi Sonia

Change the limit of occurrences to 5.

Gertrade thanked this post

Sonia-1.jpg

03/08/2018 at 10:21 AM #64753 quote

Gertrade
Participant

Veteran

Hi Sonia,

Personally, I do not use the Premium version on the demo account, I only have the Premium version on my real account.
I have never had this problem on my demo account and I feel incompetent to answer you.
Maybe Nicolas knows the answer or someone else?
Otherwise, we will have to ask the question to Prorealtime, either on the phone, or in the queue of the forum provided for questions Prorealtime.
Still sorry, but it seems that it comes only from your platform.

Cordially.
Gertrade
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